Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47742.67 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46349.19 Kr¶

PnL: ---------------------------------------> -539.38 Kr¶

DD now: ---------------------------------> -1.824 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 17:11:53.094542'

Anic Portfolio¶

Today¶

Return: 0.906 %¶

This Week¶

Return: 0.44 %¶

Total¶

Return: 56.297 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.870000 3172.000000 201.000000 6.770000 2971.000006
HEBA B 70 0.900000 2758.000000 122.000000 4.630000 2636.000010
SAAB B 8 0.370000 3439.200000 62.200000 1.840000 3377.000000
FM Mattsson Mora Group B 50 -1.820000 2975.000000 48.000000 1.640000 2927.000000
Corem Property Group B 59 0.680000 615.370000 38.370000 6.650000 576.999999
AcadeMedia 12 2.320000 592.800000 35.800000 6.430000 557.000004
Boozt 12 3.910000 1688.400000 34.400000 2.080000 1653.999996
Resurs Holding 22 4.540000 602.580000 28.580000 4.980000 573.999998
Samhällsbyggnadsbo. i Norden B 20 0.930000 381.700000 26.700000 7.520000 355.000000
MedCap 2 0.910000 444.000000 23.000000 5.460000 421.000000
Eastnine 4 0.000000 509.600000 18.600000 3.790000 491.000000
OEM International B 7 1.830000 546.000000 18.000000 3.410000 527.999997
Norva24 Group 16 -3.060000 558.400000 15.400000 2.840000 543.000000
HMS Networks 2 -0.230000 684.800000 11.800000 1.750000 673.000000
Intrum 4 -0.150000 535.400000 8.400000 1.590000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.370000 567.000000 5.000000 0.890000 562.000005
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Coor Service Management Hold. 8 1.130000 536.000000 4.000000 0.750000 532.000000
Karnov Group 9 4.350000 540.000000 4.000000 0.750000 536.000004
Swedbank A 3 0.670000 566.700000 2.700000 0.480000 564.000000
Essity B 2 0.880000 576.200000 2.200000 0.380000 574.000000
Creaspac SPAC 6 0.420000 577.800000 0.800000 0.140000 577.000002
Sampo Oyj SDB 7 1.660000 3850.000000 0.000000 0.000000 3850.000000
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.100000 242.400000 -3.600000 -1.460000 246.000000
Securitas B 6 0.340000 565.680000 -4.320000 -0.760000 570.000000
CTEK 13 2.260000 529.100000 -4.900000 -0.920000 533.999999
Nordea Bank Abp 29 0.750000 3446.360000 -7.640000 -0.220000 3453.999992
Midsona B 63 1.610000 556.920000 -26.080000 -4.470000 582.999984
International Petroleum Corp. 5 1.300000 545.500000 -49.070000 -8.250000 594.565215
Vivesto 1368 -0.340000 556.780000 -56.220000 -9.170000 612.999432
Axfood 13 0.460000 3658.200000 -97.800000 -2.600000 3756.000001
OX2 18 1.890000 1453.500000 -210.500000 -12.650000 1663.999992
Fasadgruppen Group 35 2.560000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -0.360000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46349.190000 -539.380000 -1.82443% 46888.564618

Updated:¶

'2023-01-20 17:12:05.884277'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶